+1,058.8%
ILMN vs EIX
+620.1%
+438.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -20.6% | +8.8% | -29.4% | -22.2% |
| 3M | +17.5% | -10.9% | +28.4% | +19.1% |
| 6M | +55.6% | -10.3% | +65.9% | +57.2% |
| YTD | +68.3% | +5.8% | +62.5% | +62.3% |
| 1Y | +81.1% | +11.4% | +69.7% | +72.4% |
| 3Y | +112.2% | +11.1% | +101.1% | +99.1% |
| 5Y | -42.6% | +18.5% | -61.1% | -47.3% |
| 10Y | +70.5% | +32.2% | +38.2% | +46.7% |
| All | +1,058.8% | +620.1% | +438.7% | +595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling